Exercise 1 5 Show that if Y is an r dimensional random vector with Y N(,V) and if B is a fixed nr matrix, then BY N(B,BVB) In linear model theory, Theorem 1 2 3 is often applied to establish independence of two linear transformations of the data vector Y ...

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Exercise 1.5 Show that if Y is an r-dimensional random vector with Y N(,V) and if B

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Exercise 1.5 Show that if Y is an r-dimensional random vector with Y ∼N(μ,V)

and if B is a fixed n×r matrix, then BY ∼ N(Bμ,BVB).

In linear model theory, Theorem 1.2.3 is often applied to establish independence of two linear transformations of the data vector Y.

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Exercise 1.5 Show that if Y is an r-dimensional random vector with Y N(,V) and if B

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